+4,261.5%
XOM vs EIX
+1,083.9%
+3,177.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.9% |
| 7D | +1.8% | -19.1% | +20.9% | +6.0% |
| 30D | +5.9% | -16.9% | +22.8% | +9.4% |
| 3M | +5.6% | -20.0% | +25.6% | +10.0% |
| 6M | +7.9% | -21.3% | +29.2% | +12.5% |
| YTD | +35.2% | -1.7% | +36.9% | +32.9% |
| 1Y | +46.0% | +9.6% | +36.4% | +39.3% |
| 3Y | +55.0% | -3.7% | +58.7% | +50.1% |
| 5Y | +246.3% | +22.6% | +223.7% | +211.9% |
| 10Y | +181.0% | +17.7% | +163.3% | +148.5% |
| All | +4,261.5% | +1,083.9% | +3,177.6% | +2,005.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling